Job Description
As a Data Scientist in the Credit Risk Models team at National Bank, you’ll be acting as an expert in credit risk modelling to develop and deploy models to assess the credit risk of the bank's Personal and Commercial customers. It means applying rigorous statistical and financial analysis methods on large databases to find the risk factors that will make it possible to quantify the credit risk associated with each borrower. It also means monitoring the performance of all the models in place. It will be through your autonomy, your rigor and your spirit of initiative that you will stand out.
Your role :
Develop PD, LGD and EAD regulatory models following a rigorous and documented approach
Perform quantitative personal and business portfolio analysis
Explain and defend the models developed with internal partners and regulatory authorities
Actively participate with IT partners and business lines to ensure the understanding and implementation of the models developed
Mon...
Your role :
Develop PD, LGD and EAD regulatory models following a rigorous and documented approach
Perform quantitative personal and business portfolio analysis
Explain and defend the models developed with internal partners and regulatory authorities
Actively participate with IT partners and business lines to ensure the understanding and implementation of the models developed
Mon...
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